Related papers: Positively Homogeneous Saddle-Functions and Euler'…

In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…

The idea of incompetence as a learning or adaptation function was introduced in the context of evolutionary games as a fixed parameter. However, live organisms usually perform different nonlinear adaptation functions such as a power law or…

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

We investigate upper and lower hedging prices of multivariate contingent claims from the viewpoint of game-theoretic probability and submodularity. By considering a game between "Market" and "Investor" in discrete time, the pricing problem…

This paper is an attempt to compute the value and saddle points of zero-sum risk-sensitive average stochastic games. For the average games with finite states and actions, we first introduce the so-called irreducibility coefficient and then…

How coperation between self-interested individuals evolve is a crucial problem, both in biology and in social sciences, that is far from being well understood. Evolutionary game theory is a useful approach to this issue. The simplest model…

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of potential function for discrete-space stochastic systems. It is based on a…

We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…

Using the weak factorization theorem we give a simple presentation for the value group of the universal Euler characteristic with compact support for varieties of characteristic zero and describe the value group of the universal Euler…

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using a modification of the Legendre transformation if and only if the optimal stopping game exhibits a Nash equilibrium…

This paper provides necessary and sufficient conditions for a pair of randomised stopping times to form a saddle point of a zero-sum Dynkin game with partial and/or asymmetric information across players. The framework is non-Markovian and…

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

The probabilistic modal {\mu}-calculus is a fixed-point logic designed for expressing properties of probabilistic labeled transition systems (PLTS's). Two equivalent semantics have been studied for this logic, both assigning to each state a…

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…

A quandle is an algebraic system whose axioms generalize the algebraic structure of the point symmetries of symmetric spaces. In this paper, we give a definition of Euler characteristics for quandles. In particular, the quandle Euler…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

We initiate the study of congestion games with variable demands where the (variable) demand has to be assigned to exactly one subset of resources. The players' incentives to use higher demands are stimulated by non-decreasing and concave…